Ie106 Module 3
Ie106 Module 3
for Engineers
Seventh Edition
Douglas C. Montgomery George C. Runger
Chapter 9
Tests of Hypotheses for a Single Sample
Chapter 9 Title Slide
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9 Tests of Hypotheses for a Single Sample
CHAPTER OUTLINE
9.1 Hypothesis Testing 9.4 Tests of the Variance & Standard
9.1.1 Statistical Hypotheses Deviation of a Normal Distribution.
9.1.2 Tests of Statistical Hypotheses 9.4.1 Hypothesis Tests on the Variance
9.1.3 1-Sided & 2-Sided Hypotheses 9.4.2 Type II Error & Choice of Sample Size
9.1.4 𝑃-Values in Hypothesis Tests 9.5 Tests on a Population Proportion
9.1.5 Connection between Hypothesis 9.5.1 Large-Sample Tests on a Proportion
Tests & Confidence Intervals 9.5.2 Type II Error & Choice of Sample Size
9.1.6 General Procedure for 9.6 Summary Table of Inference Procedures
Hypothesis Tests
for a Single Sample
9.2 Tests on the Mean of a Normal
9.7 Testing for Goodness of Fit
Distribution, Variance Known
9.2.1 Hypothesis Tests on the Mean
9.8 Contingency Table Tests
9.2.2 Type II Error & Choice of Sample Size 9.9 Non-Parametric Procedures
9.2.3 Large-Sample Test 9.9.1 The Sign Test
9.3 Tests on the Mean of a Normal 9.9.2 The Wilcoxon Signed-Rank Test
Distribution, Variance Unknown 9.9.3 Comparison to the 𝑡-test
9.3.1 Hypothesis Tests on the Mean 9.10 Equivalence Testing
9.3.2 Type II Error & Choice of Sample Size 9.11 Combining 𝑃-values
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Chapter 9 Contents 2
Learning Objectives for Chapter 9
After careful study of this chapter, you should be able to do the following:
1. Structure engineering decision-making problems as hypothesis tests
2. Test hypotheses on the mean of a normal distribution using a Z-test or a t-test
3. Test hypotheses on the variance or standard deviation of a normal distribution
4. Test hypotheses on a population proportion
5. Use the P-value approach for making decisions in hypothesis tests
6. Compute power & Type II error probability and make sample size selection decisions for tests
on means, variances and proportions
7. Explain & use the relationship between confidence intervals & hypothesis tests
8. Use the chi-square goodness-of-fit test to check distributional assumptions
9. Apply contingency table tests
10. Apply nonparametric tests
11. Use equivalence testing
12. Combine P-values
Chapter 9 Learning Objectives Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
3
Hypothesis Testing
• If this information is consistent with the hypothesis, then we will conclude that the
hypothesis is true; if this information is inconsistent with the hypothesis, we will conclude
that the hypothesis is false.
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7
Computing the Probability of Type 𝑰 Error
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8
Computing the Probability of Type 𝑰𝑰 Error
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9
Power of a Statistical Test
• The power is computed as 1 − 𝛽, and power can be interpreted as the probability of correctly
rejecting a false null hypothesis.
• For example, consider the propellant burning rate problem when we are testing 𝐻 0: 𝜇 = 50 centimeters
per second against 𝐻 1: 𝜇 ≠ 50 centimeters per second. Suppose that the true value of the mean is
𝜇 = 52.
• When 𝑛 = 10, we found that 𝛽 = 0.2643, so the power of this test is 1 – 𝛽 = 1 − 0.2643 = 0.7357
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10
One-Sided and Two-Sided Hypotheses
Two-Sided Test One-Sided Tests
H0: = 0 H0: = 0 H0: = 0
or
H1: ≠ 0 H1: > 0 H1: < 0
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11
𝑷-value
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12
𝑷-values in Hypothesis Tests
• Consider the two-sided hypothesis test 𝐻0: = 50 against 𝐻1: 50 with 𝑛 16 and = 2.5.
Suppose that the observed sample mean is 𝑥ҧ = 51.3 centimeters per second.
• The P-value of the test is the probability above 51.3 plus the probability below 48.7.
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13
Connection Between Hypothesis Tests
and Confidence Intervals
• A close relationship exists between the test of a hypothesis for 𝜃, and the confidence interval
for 𝜃.
• If [𝑙, 𝑢] is a 100(1 − 𝛼) confidence interval for the parameter 𝜃, the test of size 𝛼 of the
hypothesis
𝐻0: = 0
𝐻1: 0
will lead to rejection of 𝐻0 if and only if 𝜃0 is not in the 100(1 − ) 𝐶𝐼 [𝑙, 𝑢].
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14
General Procedure for Hypothesis Tests
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15
Hypothesis Tests on the Mean
7. Conclusion: Since z0 = 3.25 and the p-value is = 2[1 − (3.25)] = 0.0012, we reject
𝐻0: = 50 at the 0.05 level of significance.
Practical Interpretation: The mean burning rate differs from 50 centimeters per second,
based on a sample of 25 measurements.
25 25
= 1.96 − − − 1.96 −
= (− 0.54) − (− 4.46) = 0.295
• The probability is about 0.3 that the test will fail to reject the null hypothesis when the true
burning rate is 49 centimeters per second.
• Practical Interpretation: A sample size of n = 25 results in reasonable, but not great
power = 1 − 𝛽 = 1 − 0.3 = 0.70.
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 21
Example 9.3b | Propellant Burning Rate Type II
Error
• Suppose that the analyst wishes to design the test so that if the true mean burning rate differs from
50 centimeters per second by as much as 1 centimeter per second, the test will detect this (i.e.,
reject H0: = 50) with a high probability, say, 0.90. Now, we note that = 2, = 51 − 50 = 1, =
0.05, and = 0.10.
• Since z/2 = z0.025 = 1.96 and z = z0.10 = 1.28, the sample size required to detect this departure from
H0: = 50 is found by Equation 9.22 as
( z / 2 + z ) 2 2 (1.96 + 1.28) 2 2 2
n −~ = −~ 42
2 (1)2
• The approximation is good here because, (− z/2 − n /) = (− 1.96 − (1) 42/2 ) = (− 5.20) −
~ 0
• Curves are provided for two-sided alternatives on Charts VIIe and VIIf .
The abscissa scale factor d on these charts is defined as
− 0
d= =
• For the one-sided alternative 0 or 0 , use charts VIIg and VIIh. The
abscissa scale factor d on these charts is defined as
− 0
d= =
9.3.2 Type II Error and Choice of Sample Size
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27
Example 9.7 | Golf Club Design Sample Size
• Consider the golf club testing problem from Example 9.6. If the mean coefficient of
restitution exceeds 0.82 by as much as 0.02, is the sample size n = 15 adequate to
ensure that H0: = 0.82 will be rejected with probability at least 0.8?
• To solve this problem, we will use the sample standard deviation s = 0.02456 to estimate
. Then d = / = 0.02/0.02456 = 0.81.
• By referring to the operating characteristic curves in Appendix Chart VIIg (for = 0.05)
with d = 0.81 and n = 15, we find that = 0.10, approximately.
• Thus, the probability of rejecting H0: = 0.82 if the true mean exceeds this by 0.02 is
approximately 1 − = 1 − 0.10 = 0.90, and we conclude that a sample size of n = 15 is
adequate to provide the desired sensitivity.
• This is the abscissa parameter for Chart VIIk. From this chart, with n = 20 and 𝜆 = 1.25, we find that 𝛽 ≅ 0.6.
Therefore, there is only about a 40% chance that the null hypothesis will be rejected if the true standard deviation
is really as large as = 0.125 fluid ounce.
• To reduce the -error, a larger sample size must be used. From the operating characteristic curve with = 0.20
and = 1.25, we find that n = 75, approximately. Thus, if we want the test to perform as required above, the
sample size must be at least 75 bottles.
9.5.1 Large-Sample Tests on a Proportion Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
33
Large-Sample Tests on a Proportion
9.5.1 Large-Sample Tests on a Proportion Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
34
Type II Error and Choice of Sample Size
p − p + z/2 p0 (1 − p0 ) /n p − p − z /2 p0 (1 − p0 ) /n
• For a two-sided alternative = 0
− 0
p(1 − p) / n p(1 − p) /n
p0 − p − z p0 (1 − p0 ) /n
• If the alternative is p < p0 = 1 −
p(1 − p) /n
p0 − p + z p0 (1 − p0 ) /n
• If the alternative is p > p0 =
p(1 − p) /n
n =ê ú
êë 0.03 - 0.05 úû
-~ 832
• Conclusion: Note that n = 832 is a very large sample size. However, we are trying to detect a fairly
small deviation from the null value p0 = 0.05.
9.5.2 Type II Error and Choice of Sample Size
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 36
Testing for Goodness of Fit
• Based on chi-square distribution
• Requires a random sample of size n from the population whose probability distribution is
unknown
• Let Oi be the observed frequency in the ith class interval.
• Let Ei be the expected frequency in the ith class interval.
9.7 Testing for Goodness of Fit Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
37
Example 9.12a | Printed Circuit Board
Defects-Poisson Distribution
• The number of defects in printed circuit boards is hypothesized to follow
a Poisson distribution. A random sample of n = 60 printed boards has
been collected, and the following number of defects observed.
• The estimate of the mean number of defects per board is the sample
average, (32·0 + 15·1 + 9·2 + 4·3)/60 = 0.75. From the Poisson
distribution with parameter 0.75, we may compute pi, the theoretical,
hypothesized probability associated with the ith class interval. We may
find the pi as follows: e −0.75 (0.75)0
p = P( X = 0) =
1 = 0.472
0!
e −0.75 (0.75)1
p 2 = P( X = 1) = = 0.354
1!
e −0.75 (0.75)2
p3 = P( X = 2) = = 0.133
2!
p 4 = P( X 3) = 1 − ( p1 + p 2 + p3 ) = 0.041
9.7 Testing for Goodness of Fit Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
38
Example 9.12b | Printed Circuit Board
Defects-Poisson Distribution
• The expected frequencies are computed by multiplying the sample size n
= 60 times the probabilities pi. That is, Ei = npi. The expected frequencies
follow:
• Because the expected frequency in the last cell is less than 3, we combine
the last two cells.
9.7 Testing for Goodness of Fit Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
39
Example 9.12c | Printed Circuit Board
Defects-Poisson Distribution
The seven-step hypothesis-testing procedure may now be applied, using = 0.05, as follows:
1. Parameter of interest: The variable of interest is the form of the distribution of defects in printed circuit
boards.
2. Null hypothesis: H0: The form of the distribution of defects is Poisson.
3. Alternative hypothesis: H1: The form of the
(oi − Ei )2 of defects is not Poisson.
k distribution
+
(13 − 10.44)2 = 2.94
10.44
2
= 2.71
2
= 3.84 = 2.94
7. Conclusions: We find from Appendix Table III that and Because lies
between these values, we conclude that the P-value is between 0.05 and 0.10. Therefore, since the P-value
exceeds 0.05 we are unable to reject the null hypothesis that the distribution of defects in printed circuit boards
is Poisson. The exact P-value computed from Minitab is 0.0864.
9.7 Testing for Goodness of Fit Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 40
Contingency Table Tests
c
1
Assuming independence, the estimators of ui and vj are: uˆ i =
n
Oij
j =1
r
1
vˆ j =
n
Oij
i =1
9.8 Contingency Table Tests Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
41
Contingency Table Tests
Therefore, the expected frequency of each cell is
c r
1
Eij = nuˆ i vˆ j =
n
Oij Oij
j =1 i =1
Then, for large n, the statistic
r c
(Oij - Eij )2
c =å å
2
0
i=1 j=1 Eij
has an approximate chi-square distribution with (r −1)(c − 1) degrees of freedom if the null
hypothesis is true. We should reject the null hypothesis if the value of the test statistic is too
large. The P-value would be calculated as the probability beyond on the (r −1)(c −1)
( )
distribution, or P = p (r −1)(c −1) . For a fixed-level test, we would reject the hypothesis of
independence if the observed value of the test statistic exceeded (r −1)(c −1) .
9.8 Contingency Table Tests Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
42
Example 9.14a | Health Insurance Plan
Preference
A company has to choose among three health insurance plans. Management wishes to
know whether the preference for plans is independent of job classification and wants to
use α= 0.05. The opinions of a random sample of 500 employees are shown in Table 9.3.
9.8 Contingency Table Tests Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
44
Example 9.14c | Health Insurance Plan
Preference
The seven-step hypothesis-testing procedure may now be applied to this problem.
1. Parameter of Interest: The variable of interest is employee preference among health
insurance plans.
2. Null hypothesis: H0: Preference is independent of salaried versus hourly job classification.
3. Alternative hypothesis: H1: Preference is not independent of salaried versus hourly job
classification.
r c (oij − Eij )2
4. Test statistic: The test statistic is =
i =1 j = 1 Eij
5. Reject H0 if: We will use a fixed-significance level test with a = 0.05. Therefore, since r = 2 and
c = 3, the degrees of freedom for chi-square are (r – 1)(c – 1) = (1)(2) = 2, and we would reject
H0 if c 20 = 49.63 > c 20.05,2 = 5.99
9.8 Contingency Table Tests Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
45
Example 9.14d | Health Insurance Plan
Preference
5. Reject H0 if: We will use a fixed-significance level test with a = 0.05. Therefore, since r = 2
and c = 3, the degrees of freedom for chi-square are (r – 1)(c – 1) = (1)(2) = 2, and we would
reject H0 if
2 3 (o − E )2
6. Computations: =
ij ij
i =1 j =1 Eij
=
(160 − 136)2 +
(140 − 136)2 +
(40 − 68)2
136 136 68
+
(40 − 64)2 +
(60 − 64)2 +
(60 − 32)2
64 64 32
= 49.63
7. Conclusions: Since = 49.63 = 5.99 , we reject the hypothesis of independence and
conclude that the preference for health insurance plans is not independent of job
classification. The P-value for = 49.63 P = 1.671 10–11 (This value was computed from
computer software).
9.8 Contingency Table Tests Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
46
Nonparametric Procedures
The Sign Test
• Used to test hypotheses about the median 𝝁 of a continuous distribution.
• Suppose that the hypotheses are
• Test procedure: Let X1, X2,... ,Xn be a random sample from the population of interest.
• Form the differences , i =1,2,…,n.
• An appropriate test statistic is the number of these differences that are positive, say R+.
• P-value for the observed number of plus signs r+ can be calculated directly from the binomial
distribution.
• If the computed P-value is less than or equal to the significance level α, we will reject H0 .
• The two-sided alternative may also be tested
• If the computed P-value is less than the significance level α, we will reject H0.
9.9.1 The Sign Test Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
47
Example 9.15a | Propellant Shear Strength
Sign Test
• Montgomery, Peck, and Vining (2012) reported on a
study in which a rocket motor is formed by binding
an igniter propellant and a sustainer propellant
together inside a metal housing.
• The shear strength of the bond between the two
propellant types is an important characteristic.
• The results of testing 20 randomly selected motors
are shown in Table 9.5. Test the hypothesis that the
median shear strength is 2000 psi, using α = 0.05.
9.9.1 The Sign Test Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
48
Example 9.15b | Propellant Shear
Strength Sign Test
The seven-step hypothesis-testing procedure is:
1. Parameter of Interest: The variable of interest is the median of the distribution of propellant shear
strength.
2. Null hypothesis:
3. Alternative hypothesis:
4. Test statistic: The test statistic is the observed number of plus differences in Table 9.5, i.e., r+=14.
5. Reject H0 if: The P-value corresponding to r+ = 14 is less than or equal to α= 0.05
6. Computations : r+ = 14 is greater than n/2 = 20/2 = 10, we calculate the P-value from
1
P = 2 P R + 14 when p =
2
20
20
= 2 ( 0.5 ) ( 0.5 )
r 20 − r
r =14 r
= 0.1153
7. Conclusions: Since the P-value is greater than α= 0.05 we cannot reject
the null hypotheses that the median shear strength is 2000 psi.
9.9.1 The Sign Test Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
49
The Wilcoxon Signed-Rank Test
The Wilcoxon Signed-Rank Test
• A test procedure that uses both direction (sign) and magnitude.
• Suppose that the hypotheses are H 0 : = 0 H1 : 0
• Test procedure : Let X1, X2,... ,Xn be a random sample from continuous and symmetric distribution with mean
(and Median) μ. Form the differences .
• Rank the absolute differences X i - m0 in ascending order, and give the ranks to the signs of their corresponding
differences.
• Let W+ be the sum of the positive ranks and W– be the absolute value of the sum of the negative ranks, and let
W = min(W+, W−).
• Critical values of W, can be found in Appendix Table IX.
• If the computed value is less than the critical value, we will reject H0 .
• For one-sided alternatives H1 : 0 reject H0 if W– ≤ critical value
H1 : 0 reject H0 if W+ ≤ critical value
9.9.2 The Wilcoxon Signed-Rank Test Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
50
Example 9.16a | Propellant Shear Strength-
Wilcoxon Signed-Rank Test
• We illustrate the Wilcoxon signed-rank test by applying it to the propellant shear strength
data from Table 9.5. Assume that the underlying distribution is a continuous symmetric
distribution.
• The seven-step hypothesis-testing procedure is applied as follows:
1. Parameter of Interest: The variable of interest is the mean (or median) of the
distribution of propellant shear strength.
2. Null hypothesis: H 0 : = 2000 psi
3. Alternative hypothesis: H1 : 2000 psi
+ −
4. Test statistic: The test statistic is 𝑤 = min(𝑤 , 𝑤 )
5. Reject H0 if: W ≤ 52 (from Appendix Table IX).
+
6. Computations : The sum of the positive ranks is 𝑤 = (1 + 2 + 3 + 4 + 5 + 6 + 11 +
13 + 15 + 16 + 17 −
+ 18 + 19 + 20) = 150, and the sum of the absolute values of the
negative ranks is 𝑤 = (7 + 8 + 9 + 10 + 12 + 14) = 60.
9.9.2 The Wilcoxon Signed-Rank Test Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
51
Example 9.16b | Propellant Shear Strength-
Wilcoxon Signed-Rank Test
+ −
𝑤 = min(𝑤 , 𝑤 ) = min(150 , 60) = 60
9.9.2 The Wilcoxon Signed-Rank Test Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
52
The Wilcoxon Signed-Rank Test
9.9.2 The Wilcoxon Signed-Rank Test Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
53
Equivalence Testing
• A test that is used when we want to reject the null hypothesis (and support the alternative)
in the form of:
𝐻0 : 𝜇 ≠ 80 𝑣𝑠. 𝐻1 : 𝜇 = 80
• To test the above, the following two sets of one-sided alternative hypotheses are tested:
where 𝛿 is called the equivalence band, a practical threshold or limit within which the mean
is considered to be the same as standard.
• Note that these are just two one-sided tests. For this reason, a test of equivalence is
sometimes called two one-sided tests (TOST).
9.10 Equivalence Testing Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
54
Important Terms and Concepts
• Acceptance Region • Hypotheses • Reference distribution for a test statistic
• Alternative Hypothesis • Hypothesis testing • Rejection region
• 𝛼 and 𝛽 • Independence test • Sampling distribution
• Chi-square tests • inference • Sample size determination for hypothesis tests
• Combining P-values • Non-parametric or distribution-free methods • Sign test
• Confidence interval • Normal approximation to non-parametric tests • Significance level of a test
• Connection between hypothesis tests and • Null distribution • Statistical hypotheses
confidence intervals
• Null hypothesis • Statistical vs. practical significance
• Contingency table
• Observed significance level • Symmetric continuous distributions
• Critical region for a test statistic
• One-and two-sided alternative hypotheses • T-test
• Critical Values
• Operating Characteristic (OC) curves • Test statistic
• Equivalence testing
• Parametric • Type I & Type II errors
• Fixed significance level
• Power of a statistical test • Wilcoxen signed-rank test
• Goodness-of-fit test
• P-value • Z-test
• Homogeneity test
• Ranks
Chapter 9 Important Terms and Concepts Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
55
Introductory Statistics
Tenth Edition
Prem Mann
Chapter 9
Hypothesis Tests About The Mean And
Proportion
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Copyright ©2021 John Wiley & Sons, Inc.
LEARNING OBJECTIVES
After completing this section, you should be able to:
• Explain the conditions required to use the normal distribution to
perform a test of hypothesis about a population proportion.
• Determine whether a sample size is large enough to use the
normal distribution to perform a test of hypothesis about a
population proportion.
• Use the normal distribution to illustrate the critical value, the
rejection region and the nonrejection region for a given
alternative hypothesis and level of significance.
• Apply the five-step method using a critical value approach to
perform a test of hypothesis about a population proportion.
• Apply the four-step method using a p-value approach to perform
a test of hypothesis about a population proportion.
9.4 Hypothesis Tests About a Population
Proportion: Large Samples
Test Statistic
The value of the test statistic z for the sample proportion, p̂ ,
is computed as
𝑝Ƹ − 𝑝 𝑝𝑞
𝑧= where 𝜎𝑝ො =
𝜎𝑝ො 𝑛
p-value = 0.025
pq (.20)(.80)
pˆ = = = .00894427
n 2000
pˆ − p .22 − .20
z= = = 2.24
pˆ .00894427
nq = 150(.10) = 15 > 5
the test.
Copyright ©2021 John Wiley & Sons, Inc. 14
Example 9-12: Solution (2 of 4)
Step 3: Significance level = .025. The < sign in the
alternative hypothesis indicates that the test is left-
tailed, and the rejection region lies in the left tail.
The critical values of z for .0250 area in the left tail is
−1.96.
−𝟏. 𝟔𝟑
Copyright ©2021 John Wiley & Sons, Inc. 16
−𝟏. 𝟔𝟑
Copyright ©2021 John Wiley & Sons, Inc. 17
Example 9-12: Solution (4 of 4)
Step 5: The value of test statistic z = −1.63 is greater
than the critical value of z = −1.96, and it falls in the
nonrejection region. Therefore, we fail to reject H0.
Two Hypotheses
Tails of a Test
Definition
Definition
Definition
◼ H0 : μ = $47,230
The mean annual earning of employed
Americans has not changed since 2014.
◼ H1 : μ ≠ $47,230
The mean annual earning of employed
Americans has changed since 2014.
A Two-Tailed Test
▪ This will not affect the result of the test as long as the sign in
H1 is less than (<).
▪ When the alternative hypothesis has a less than (<) sign, the
test is always left–tailed.
Definition
𝑥lj − 𝜇 𝜎
𝑧= where 𝜎𝑥lj =
𝜎𝑥lj 𝑛
4. Make a decision.
5. Make a conclusion.
Example 9-1
Step 3:
𝑥lj − 𝜇 𝑥lj − 𝜇 85 − 90
𝑧= = 𝜎 = = −3.19
𝜎𝑥lj 7
𝑛 20
Figure 9-7 The p-Value for a Two-Tailed Test
p-value = 2(.0007)
= 0.0014
Calculating the test statistic and all the possible p-values
using Excel
p-value
Decision Rule:
Recall:
The significance level 𝜶 is the probability of rejecting the null
hypothesis when it is true.
p-value = 2(.0007)
= 0.0014
Example 9-1: Solution
Step 3:
𝑥lj − 𝜇 𝑥lj − 𝜇 9.2 − 10
𝑧= = 𝜎 = = −2.00
𝜎𝑥lj 2.4
𝑛 36
p-value = .0228
Example 9-2: Solution
Test Statistic
Step 3: α = .02
▪ The ≠ sign in the alternative hypothesis indicates that the
test is two-tailed.
▪ Area in each tail = α/2 = .02/2 = .01.
▪ The z values for the two critical points are -2.33 and 2.33.
test statistic
Calculating the Value of the Test Statistic
𝒙lj − 𝝁 𝒙lj − 𝝁
𝒛= = 𝝈
𝝈𝒙lj
𝒏
The value of z for 𝒙
ഥ is also called the observed value of z.
𝟓. 𝟖𝟕
Example 9-3: Solution
Step 5:
▪ The mayor of a large city claims that the average net worth
of families living in this city is at least $300,000.
▪ A random sample of 25 families selected from this city
produced a mean net worth of $288,000.
▪ Assume that the net worths of all families in this city have a
normal distribution with the population standard deviation
of $80,000.
▪ Using the 2.5% significance level, can you conclude that the
mayor’s claim is false?
−𝟎. 𝟕𝟓
Example 9-4: Solution
Step 5: This value of z = -.75 is greater than the critical
value of z = -1.96, and it falls in the nonrejection region. As
a result, we fail to reject H0. Therefore, we can state that
based on the sample information, it appears that the mean
net worth of families in this city is not less than $300,000.
s .80
sx = = = .18856181
n 18
x − 12.9 − 12.5
t= = = 2.121
sx .18856181
and df = n – 1 = 18 – 1 = 17
.02 < p-value < .05
and df = n – 1 = 45 – 1 = 44
p-value < .001
1. Use the t value from the last row (the row of ∞) in Table
V of Appendix B.
2. Use the normal distribution as an approximation to the t
distribution.
pˆ − p pq
z= where pˆ =
pˆ n
The value of p that is used in this formula is the one from the
null hypothesis. The value of q is equal to 1 – p. The value of z
calculated for p̂ using the above formula is also called the
observed value of z.
𝑝𝑞 .20 (.80)
𝜎𝑝ො = = = .00894427
𝑛 2000
𝑝Ƹ − 𝑝 .22 − .20
𝑧= = = 2.24
𝜎𝑝ො .00894427
pq (.04)(.96)
pˆ = = = .01385641
n 200
pˆ − p .06 − .04
z= = = 1.44
pˆ .01385641
p-value = .0749
pq (.90)(.10)
pˆ = = = .02449490
n 150
pˆ − p .86 − .90
z= = = −1.63
pˆ .02449490
Chapter 10
Estimation and Hypothesis Testing: Two
Populations
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Copyright ©2021 John Wiley & Sons, Inc.
10.1 Inferences About the Difference Between
Two Population Means for Independent Samples:
σ1 and σ2 Known
• Independent versus Dependent Samples
• Mean, Standard Deviation, and Sampling Distribution
of x1 − x2
• Interval Estimation of μ1 – μ2
• Hypothesis Testing About μ1 – μ2
Definition
Two samples drawn from two populations are
independent if the selection of one sample from one
population does not affect the selection of the second
sample from the second population. Otherwise, the
samples are dependent.
12 22
x − x = 1 − 2 and x − x = +
1 2 1 2
n1 n2
Let μ1 and μ2 be the mean ages of all such male and female
CEOs, respectively.
a) What is the point estimate of μ1 – μ2?
b) Construct a 97% confidence interval for μ1 – μ2.
b)
this estimate.
Copyright ©2021 John Wiley & Sons, Inc. 14
Hypothesis Testing About μ1 – μ2 (1 of 6)
Step 1:
H0: μ1 – μ2 = 0 (The two population means are not different.)
H1: μ1 – μ2 ≠ 0 (The two population means are different.)
Step 2:
Population standard deviations, σ1 and σ2, are known
Both samples are large; n1 > 30 and n2 > 30
Therefore, we use the normal distribution to perform
the hypothesis test.
Step 3:
α = .01.
The ≠ sign in the alternative hypothesis indicates that
the test is two-tailed
Area in each tail = α / 2 = .01 / 2 = .005
The critical values of z are 2.58 and −2.58
Step 4:
−3.72
1 1
sx1 − x2 = s p +
n1 n2
explained earlier.
Step 1:
H0: μ1 – μ2 = 0
(The mean numbers of calories are not different.)
H1: μ1 – μ2 ≠ 0
(The mean numbers of calories are different.)
Step 2:
• The two samples are independent.
• The σ1 and σ2 are unknown but equal.
• The sample sizes are small but both populations are
normally distributed.
• We will use the t distribution.
Step 3:
The ≠ sign in the alternative hypothesis indicates that
the test is two-tailed.
α = .01.
Area in each tail = / 2 = .01/ 2 = .005
df = n1 + n2 – 2 = 14 + 16 – 2 = 28
Critical values of t are -2.763 and 2.763.
−1.531
Copyright ©2021 John Wiley & Sons, Inc. 42
Example 10-7 (1 of 2)
Step 1:
H0: μ1 – μ2 = 0
H1: μ1 – μ2 > 0
Step 2:
• The two samples are independent.
• Standard deviations of the two populations are
unknown but assumed to be equal.
• Both samples are large.
• We use the t distribution to make the test.
Step 3:
α = .025
Area in the right tail of the t distribution = α = .025
df = n1 + n2 – 2 = 40 + 35 – 2 = 73
Critical value of t is 1.993
5.048
Copyright ©2021 John Wiley & Sons, Inc. 50
10.3 Inferences About the Difference Between
Two Population Means for Independent Samples:
σ1 and σ2 Unknown and Unequal
• Interval Estimation of μ1 – μ2
• Hypothesis Testing About μ1 – μ2
Degrees of Freedom If
1. The two samples are independent
2. The standard deviations σ1 and σ2 of the two populations are
unknown and unequal
3. At least one of the following two conditions is fulfilled:
i. Both samples are large (i.e., n1 ≥ 30 and n2 ≥ 30)
ii. If either one or both sample sizes are small, then both
populations from which the samples are drawn are normally
distributed… (continued on next slide)
+
1 2
df = 12 2
n n
2
s1
2
s2
2
1 + 2
n n
n1 − 1 n2 − 1
s12 s22
S x1 − x2 = +
n1 n2
( x1 − x2 ) ts x1 − x2
1 + 2
n n 15 + 12
n1 − 1 n2 − 1 15 − 1 12 − 1
t = 2.080
( x1 − x2 ) tsx1 − x2 = (80 − 77) 2.080(2.16024690)
Step 1:
H0: μ1 – μ2 = 0
(The mean numbers of calories are not different)
H1: μ1 – μ2 ≠ 0
(The mean numbers of calories are different)
Step 2:
• The two samples are independent.
• Standard deviations of the two populations are
unknown and unequal.
• Both populations are normally distributed.
• We use the t distribution to make the test.
Step 3:
The ≠ in the alternative hypothesis indicates that the
test is two-tailed.
α = .01
Area in each tail = / 2 = .01/ 2 = .005
The critical values of t are −2.771 and 2.771
2 2
s 2
s
2
(3) (4) 2 2
1 2
+ +
df = 12 2 2 =
n n 14 16
2
= 27.41 27
2 2
s1 s2
2 2
(3) (4)
2
1 + 2
n n 15 + 12
n1 − 1 n2 − 1 14 − 1 16 − 1
-1.56